Features

• Consistent and object-oriented interface. This interface simplifies the PRNG handling inside the main application.

• Independent streams. Possibility of independent copies of the same generator, i.e. it is possible to create independent streams from the same or from different generators.

• Portability. This library should compile on any computer with an ANSI C compiler. A verification program is included.

• General Implementations. This library does not implement certain fixed generators like RANDU or rand(), but implements the general PRNG algorithms to which all parameters can be supplied by the user.

• Extensibility. New generators are easily integrated into the framework of this library.

• Fully supported Pseudorandom number generating methods: (free parametrization)
  • LCG (linear congruential generator)
  • ICG (inversive congruential generator)
  • EICG (explicit inversive congruential generator)
  • mEICG (modified explicit inversive congruential generator)
  • DICG (digital inversive congruential generator)
  • QCG (quadratic congruential generator)

  Fixed parameter PRNG (external generators):

  • MT19937 (Mersenne Twister by M. Matsumoto)
  • TT800 (a large TSFR by M. Matsumoto)
  • CTG (Combined Tausworthe Generator by P. L'Ecuyer)
  • MRG (Multiple Recursive Generator by P. L'Ecuyer)
  • CMRG (Combined (Multiple Recursive Generator by P. L'Ecuyer)

  plus the following methods (meta-generators):

  • C (Compound generator)
  • SUB (Subsequences)
  • ANTI (Antithetic random variables)
  • CON (Consecutive blocks)
  • AFILE (Ascii file)
  • BFILE (Binary file)

A very flexible library for non-uniform random variates is available with the UNU.RAN library.